+128.5%
EEM vs TFC
+98.7%
+29.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -2.4% | +1.2% | -0.6% |
| 30D | +2.1% | -3.4% | +5.4% | +3.0% |
| 3M | +1.0% | +0.4% | +0.6% | +0.5% |
| 6M | +15.9% | +12.7% | +3.2% | +11.5% |
| YTD | +24.6% | +5.6% | +19.1% | +21.9% |
| 1Y | +32.3% | +16.0% | +16.3% | +25.7% |
| 3Y | +85.9% | +94.0% | -8.1% | +48.9% |
| 5Y | +45.4% | +16.2% | +29.2% | +32.4% |
| All | +128.5% | +98.7% | +29.8% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling